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Clearing & Settlement

Bursa Malaysia Derivatives (BMD) offers 3 categories of derivatives: Commodity Derivatives, Equity Derivatives and Financial Derivatives for our clients. Its main product is the Crude Palm Oil Futures contract (FCPO) which is the global price benchmark for the palm oil industry.

For queries on any of our products, please email futures@bursamalaysia.com

Risk Array File

Risk Array File

This section contains the daily SPAN Risk Parameter File generated by the Clearing House for performance bond calculation. The file comprises the margining information such as Price Scan Range, Volatility Scan Range, Intracommodity Spread Charge, Short Option Minimum and Composite Deltas for all products currently cleared by Bursa Malaysia Derivatives Clearing.

Two files are published daily:

  1. one file for midday close ( bmd_yyyymmdd_m.pa2.zip )
  2. one file after market close for the day ( bmd_yyyymmdd_c.pa2.zip )

The same files can be obtained from CME website.

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